Algebraic Approach to Maximum Likelihood Factor Analysis. [PDF]
Fukasaku R +3 more
europepmc +1 more source
Improving Implied Volatility Forecasts for American Options Using Neural Networks
ABSTRACT This paper explores the application of neural networks to improve pricing of American options. Focusing on both American and European options on the S&P 100 index from January 2016 to August 2023, we integrate neural networks to model the difference between market‐implied and model‐implied volatilities derived from the Black‐Scholes and Heston
Haitong Jiang, Emese Lazar, Miriam Marra
wiley +1 more source
On equivalence of algebraic and finite element formulations of prestressed bar structures. [PDF]
Pełczyński J.
europepmc +1 more source
ABSTRACT We present four novel tests of equal predictive accuracy and encompassing á Pitarakis (2023, 2025) for factor‐augmented regressions. Factors are estimated using cross‐section averages (CAs) of grouped series and our theoretical findings are empirically relevant: asymptotic normality, robustness to an overspecification of the number of factors,
Alessandro Morico, Ovidijus Stauskas
wiley +1 more source
A unified Haar wavelet collocation framework for fractional volterra integro-differential equations with application to tumor-immune dynamics modeling. [PDF]
Hamood MM, Sharif AA, Ghadle KP.
europepmc +1 more source
Signed Projective Cubes, a Homomorphism Point of View
ABSTRACT The (signed) projective cubes, as a special class of graphs closely related to the hypercubes, are on the crossroad of geometry, algebra, discrete mathematics and linear algebra. Defined as Cayley graphs on binary groups, they represent basic linear dependencies.
Meirun Chen +2 more
wiley +1 more source
Energy-dissipative adaptive-step L1 discretisation for the Caputo time-fractional incompressible magnetohydrodynamic system. [PDF]
Abidin MZ.
europepmc +1 more source
Effectiveness and safety of ustekinumab in pediatric Crohn's disease: Results of the REALITI study
Abstract Objectives Few approved treatments exist for children with Crohn's disease (CD). The REALITI study retrospectively assessed the effectiveness and safety of ustekinumab in real‐world clinical settings for children with CD. Methods Data were collected from the prospective ImproveCareNow (ICN) registry for pediatric patients (≥ 2 to <18 years old)
Steven J. Steiner +60 more
wiley +1 more source
Innovative Aboodh-based gractional analytical methods for nonlinear Burgers' partial differential equations. [PDF]
Iqbal N +6 more
europepmc +1 more source
Precision Restoration to Minimize Soil Loss in a Watershed in the Atlantic Forest Domain
ABSTRACT The Turvo River Watershed, located in the Zona da Mata region of Minas Gerais and part of the Doce River Basin, faces serious problems of erosion and soil degradation, which compromise and reduce the quality of local water resources. Given this scenario, it is essential to implement environmental recovery strategies that prioritize the ...
Rodrigo Nobre Santana +6 more
wiley +1 more source

